Fact sheet: Robeco QI Emg Mkts Act Eqs

Fund information

Fund name
Robeco QI Emerging Markets Active Equities I EUR
Fund company manager
Robeco Luxembourg S.A.
Fund type
SIB
Fund manager(s)
Wilma de Groot
since 29/01/2008
Tim Dröge
since 29/01/2008
Fund objective
Robeco Active Quant Emerging Markets Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. The fund uses a quantitative stock-selection model and aims to benefit from the systematic behavioral mistakes of investors. This model ranks stocks according to valuation and sentiment. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted.
Benchmark
MSCI Emerging Markets Index
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

26.12 %

1 Year rank in sector

165/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 560.7 m

FE Risk score

144

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    31.3%
  • Korea
    16.8%
  • Taiwan
    12.3%
  • Brazil
    6.8%
  • India
    6.7%
  • Information Technology
    28.2%
  • Financials
    24.5%
  • Energy
    8.8%
  • Consumer Discretionary
    8.3%
  • Materials
    6.9%
  • International Equities
    100.6%
  • Money Market
    -0.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.6 %12.21 %26.12 %30.14 %45.26 %
Sector2.57 %12.51 %28.86 %16.03 %24.13 %
Rank within sector143 / 277149 / 266165 / 25862 / 21047 / 159
Quartile th3 rd3 rd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund23.78 %20.99 %-11.95 %12.51 %-7.85 %
Sector27.72 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector171 / 26350 / 239109 / 21116 / 192147 / 165
Quartile th3 rd1 st3 rd1 st4 th

Risk statistics

Alpha5.64
Beta0.97
Sharpe0.39
Volatility15.11
Tracking error7.8
Information ratio0.67
R-Squared0.74

Price movement

52 week high194.83
52 week low151.48
Current bid price0
Current offer price0
Current mid price194.25

Holdings by region

  • 31.3% China
  • 16.8% Korea
  • 12.3% Taiwan
  • 6.8% Brazil
  • 6.7% India
  • 4.8% Russia
  • 4.6% Others
  • 4.4% South Africa
  • 3.5% Thailand
  • 3.1% Turkey

Holdings by sector

  • 28.2% Information Technology
  • 24.5% Financials
  • 8.8% Energy
  • 8.3% Consumer Discretionary
  • 6.9% Materials
  • 5.3% Telecommunications Utilities
  • 4.6% Consumer Staples
  • 4.6% Industrials
  • 4.4% Utilities
  • 3.7% Real Estate

Holdings by asset type

  • 100.6% International Equities
  • -0.6% Money Market

Individual holdings

  • 4.62% SAMSUNG ELECTRONICS CO
  • 4.15% TENCENT HLDGS LIMITED
  • 3.74% ALIBABA GROUP HLDG LTD
  • 2.76% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 1.9% NASPERS
  • 1.7% CHINA CONSTRUCTION BANK
  • 1.51% INDUSTRIAL & COM BK CHINA
  • 1.48% HON HAI PRECISION INDUSTRY
  • 1.38% SK HYNIX INC
  • 1.27% BANK OF CHINA LTD